Monte Carlo Methods for Parallel Computing

The book outlines methods for solving problems using statistical modeling. The algorithms under consideration are intended for use in parallel computing on computer systems of various architectures. The authors consistently describe methods for obtaining independent streams of pseudo-random numbers and random vectors with a given distribution law, methods for approximate calculation of high-dimensional integrals and numerical solution of some classes of differential equations in ordinary and partial derivatives and simulation modeling methods.

The book is designed for those students who are introduced to elements of computational mathematics and parallel programming as well as researchers who apply numerical modeling to solve applied problems.